It's not too late - I didn't start my first dog in agility until she was over five years old (she competed until she was 12 and played on the agility equipment until arthritis at 16 put an end to it.) If your dog has a basic grasp of obedience (you want to be able to have the dog sit or lay down and stay where you leave them, and a good recall is important, too), then either find an agility trainer or an agility club (most offer lessons to their members).
I'd look for a trainer that uses positive methods. Agility is supposed to be fun for your dog, and amazing as it may sound - there are still some people who think agility training with a shock collar is a good idea. *gasp!*
You can look up clubs on the internet through various agility organizations: NADAC (North American Dog Agility Council), USDAA (U.S. Dog Agility Assoc.), AKC, UKC, CPA (Canine Performance Association).
Some equipment you can make: jumps, weave poles... Other equipment you can buy: teeter base, dog walk base (you supply the boards), tunnels, etc. I would hold off on the home equipment until you learn the basics from a trainer - it's too easy to overface your dog and scare them, or inadvertantly hurt them if you don't know what you're doing.